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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Optionspreistheorie"
~subject:"Theorie"
~subject:"Welt"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper / National Bureau of Economic Research, Inc.
76
NBER working paper series
72
NBER Working Paper
62
Journal of banking & finance
56
Discussion paper / Centre for Economic Policy Research
41
Journal of financial economics
34
The review of financial studies
28
European journal of operational research : EJOR
26
Insurance / Mathematics & economics
26
Journal of economic dynamics & control
24
The journal of credit risk : published quarterly by Incisive Media
24
Working papers / Federal Reserve Bank of Philadelphia, Research Department
23
The journal of fixed income
22
Discussion paper / Center for Economic Research, Tilburg University
21
The journal of corporate finance : contracting, governance and organization
21
The journal of real estate finance and economics
21
Working paper
21
Economic modelling
19
International journal of theoretical and applied finance
19
International review of financial analysis
19
The journal of finance : the journal of the American Finance Association
19
FRB of Philadelphia Working Paper
18
CESifo working papers
17
Discussion paper
17
Discussion papers / CEPR
17
Finance and economics discussion series
17
Journal of financial stability
17
Discussion paper / Tinbergen Institute
16
Economic theory : official journal of the Society for the Advancement of Economic Theory
15
Finance research letters
15
International review of law and economics
15
Journal of monetary economics
15
Economics letters
14
Applied economics letters
13
Computational economics
13
Cowles Foundation discussion paper
13
European economic review : EER
13
Journal of financial intermediation
13
Management science : journal of the Institute for Operations Research and the Management Sciences
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1
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
2
Default and systemic risk in equilibrium
Capponi, Agostino
;
Larsson, Martin
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10011347251
Saved in:
3
Arbitrage-free bilateral counterparty risk valuation under collateralization and application to credit default swaps
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 125-146
Persistent link: https://www.econbiz.de/10010256178
Saved in:
4
No-arbitrage pricing under systeme risk : accounting for cross-ownership
Fischer, Tom
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 97-124
Persistent link: https://www.econbiz.de/10010256220
Saved in:
5
On surrender and default risks
Le Courtois, Olivier
;
Nakagawa, Hidetoshi
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 143-168
Persistent link: https://www.econbiz.de/10009712554
Saved in:
6
Incorporating risk and ambiguity aversion into a hybrid model of default
Jaimungal, Sebastian
;
Sigloch, Georg
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10009554694
Saved in:
7
Estimation of value at risk and ruin probability for diffusion processes with jumps
Denis, Laurent
;
Fernández, Begoña
;
Meda, Ana
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 281-302
Persistent link: https://www.econbiz.de/10003827581
Saved in:
8
Modeling the recovery rate in a reduced form model
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 73-97
Persistent link: https://www.econbiz.de/10003818346
Saved in:
9
Correlated defaults in intensity-based models
Yu, Fan
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10003543117
Saved in:
10
Pricing equity derivates subject to bankruptcy
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 255-282
Persistent link: https://www.econbiz.de/10003325841
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